"counter" dataset raises an error in normal mode, but not in streaming mode
## Describe the bug

`counter` dataset raises an error on `load_dataset()`, but simply returns an empty iterator in streaming mode.

## Steps to reproduce the bug

```python
>>> import datasets as ds
>>> a = ds.load_dataset('counter', split="train", streaming=False)
Using custom data configuration default
Downloading and preparing dataset counter/default (download: 1.29 MiB, generated: 2.48 MiB, post-processed: Unknown size, total: 3.77 MiB) to /home/slesage/.cache/huggingface/datasets/counter/default/1.0.0/9f84962fa0f35bec5a34fe0bdff8681838d497008c457f7856c48654476ec0e9...
Traceback (most recent call last):
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/datasets/builder.py", line 726, in _download_and_prepare
    self._prepare_split(split_generator, **prepare_split_kwargs)
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/datasets/builder.py", line 1124, in _prepare_split
    for key, record in utils.tqdm(
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/tqdm/std.py", line 1185, in __iter__
    for obj in iterable:
  File "/home/slesage/.cache/huggingface/modules/datasets_modules/datasets/counter/9f84962fa0f35bec5a34fe0bdff8681838d497008c457f7856c48654476ec0e9/counter.py", line 161, in _generate_examples
    with derived_file.open(encoding="utf-8") as f:
  File "/home/slesage/.pyenv/versions/3.8.11/lib/python3.8/pathlib.py", line 1222, in open
    return io.open(self, mode, buffering, encoding, errors, newline,
  File "/home/slesage/.pyenv/versions/3.8.11/lib/python3.8/pathlib.py", line 1078, in _opener
    return self._accessor.open(self, flags, mode)
FileNotFoundError: [Errno 2] No such file or directory: '/home/slesage/.cache/huggingface/datasets/downloads/extracted/b57aa6db5601a738e57b95c1fd8cced54ff28fc540efcdaf0f6c4f1bb5dfe211/COUNTER/0032p.xml'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/datasets/load.py", line 1112, in load_dataset
    builder_instance.download_and_prepare(
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/datasets/builder.py", line 636, in download_and_prepare
    self._download_and_prepare(
  File "/home/slesage/hf/datasets-preview-backend/.venv/lib/python3.8/site-packages/datasets/builder.py", line 728, in _download_and_prepare
    raise OSError(
OSError: Cannot find data file.
Original error:
[Errno 2] No such file or directory: '/home/slesage/.cache/huggingface/datasets/downloads/extracted/b57aa6db5601a738e57b95c1fd8cced54ff28fc540efcdaf0f6c4f1bb5dfe211/COUNTER/0032p.xml'
```

```python
>>> import datasets as ds
>>> b = ds.load_dataset('counter', split="train", streaming=True)
Using custom data configuration default
>>> list(b)
[]
```

## Expected results

An exception should be raised in streaming mode

## Actual results

No exception is raised in streaming mode: there is no way to tell if something has broken or if the dataset is simply empty.

## Environment info

- `datasets` version: 1.11.1.dev0
- Platform: Linux-5.11.0-1016-aws-x86_64-with-glibc2.29
- Python version: 3.8.11
- PyArrow version: 4.0.1
